Daniel Li

Markov Processes International LLC

25 Maple Street

Summit, NJ 07901

United States

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 26,093

SSRN RANKINGS

Top 26,093

in Total Papers Downloads

2,112

SSRN CITATIONS

0

CROSSREF CITATIONS

8

Scholarly Papers (2)

Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available

Number of pages: 28 Posted: 20 Mar 2009 Last Revised: 09 Jan 2013
Daniel Li, Michael Markov and Russ Wermers
Markov Processes International LLC, Markov Processes International LLC and University of Maryland - Robert H. Smith School of Business
Downloads 1,930 (9,048)
Citation 3

Abstract:

Loading...

hedge funds, hedging, replication, portfolio management, risk management, VaR

Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available

Journal of Investment Consulting, Vol. 14, No. 1, 57-68, 2013
Number of pages: 14 Posted: 23 Dec 2013
Daniel Li, Michael Markov and Russ Wermers
Markov Processes International LLC, Markov Processes International LLC and University of Maryland - Robert H. Smith School of Business
Downloads 74 (367,527)

Abstract:

Loading...

G10, G11

2.

Mutual Fund Family Strategies and Bayesian Alphas

Number of pages: 24 Posted: 08 Jan 2012
Daniel Li
Markov Processes International LLC
Downloads 108 (287,062)

Abstract:

Loading...

mutual fund, fund family, Bayesian Alphas, performance persistence